Model Selection and Estimation in Regression with Grouped Variables
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Cites work
Cited in
(only showing first 100 items - show all)- Lasso-type recovery of sparse representations for high-dimensional data
- Sparse optimal scoring for multiclass cancer diagnosis and biomarker detection using microarray data
- Input selection and shrinkage in multiresponse linear regression
- On the degrees of freedom in shrinkage estimation
- Elastic-net regularization in learning theory
- A note on adaptive group Lasso
- Regularized simultaneous model selection in multiple quantiles regression
- Sparsity and persistence: mixed norms provide simple signal models with dependent coefficients
- High-dimensional additive modeling
- The composite absolute penalties family for grouped and hierarchical variable selection
- Leveraging mixed and incomplete outcomes via reduced-rank modeling
- Truncated estimation in functional generalized linear regression models
- Transfer Learning under High-dimensional Generalized Linear Models
- The group exponential Lasso for bi-level variable selection
- Ensembling classification models based on phalanxes of variables with applications in drug discovery
- Sparse classification with paired covariates
- A simple measure of conditional dependence
- Covariate-adjusted tensor classification in high dimensions
- An automated approach towards sparse single-equation cointegration modelling
- NVCSSL
- Log-Contrast Regression with Functional Compositional Predictors: Linking Preterm Infant's Gut Microbiome Trajectories to Neurobehavioral Outcome
- Estimation of high-dimensional graphical models using regularized score matching
- Penalized estimation of directed acyclic graphs from discrete data
- Reluctant generalized additive modeling
- Estimating treatment effect heterogeneity in randomized program evaluation
- Flexible and Interpretable Models for Survival Data
- A note on coding and standardization of categorical variables in (sparse) group Lasso regression
- Multiresolution functional ANOVA for large-scale, many-input computer experiments
- Tuning-free heterogeneous inference in massive networks
- Sparse principal component analysis via variable projection
- Sparse sliced inverse regression via Lasso
- Interquantile shrinkage and variable selection in quantile regression
- Nonnegative-Lasso and application in index tracking
- Model detection for functional polynomial regression
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
- Multi-document summarization via group sparse learning
- P-splines with an \(\ell_1\) penalty for repeated measures
- Duality of nonconvex optimization with positively homogeneous functions
- Sequential double cross-validation for assessment of added predictive ability in high-dimensional omic applications
- Tuning parameter selection in sparse regression modeling
- Penalized likelihood and Bayesian function selection in regression models
- Fast Bayesian model assessment for nonparametric additive regression
- Group subset selection for linear regression
- Solving norm constrained portfolio optimization via coordinate-wise descent algorithms
- Nonparametric additive model with grouped Lasso and maximizing area under the ROC curve
- Monotone splines Lasso
- Variable and boundary selection for functional data via multiclass logistic regression modeling
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
- Linearized alternating direction method of multipliers for sparse group and fused Lasso models
- Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm
- Variable selection in general multinomial logit models
- Domain selection for the varying coefficient model via local polynomial regression
- Model selection consistency of Lasso for empirical data
- Adjusted regularization of cortical covariance
- Two-level structural sparsity regularization for identifying lattices and defects in noisy images
- Variable selection for high-dimensional genomic data with censored outcomes using group Lasso prior
- On globally Q-linear convergence of a splitting method for group Lasso
- Sparse approximate solution of fitting surface to scattered points by MLASSO model
- Robust Bayesian regularized estimation based on \(t\) regression model
- Fast learning rate of non-sparse multiple kernel learning and optimal regularization strategies
- Robust group identification and variable selection in regression
- Homogeneity detection for the high-dimensional generalized linear model
- Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization
- Trace regression model with simultaneously low rank and row(column) sparse parameter
- Variable selection for multiply-imputed data with penalized generalized estimating equations
- Bayesian group bridge for bi-level variable selection
- Integrative weighted group Lasso and generalized local quadratic approximation
- Bayesian model selection in ordinal quantile regression
- The use of random-effect models for high-dimensional variable selection problems
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- Data shared Lasso: a novel tool to discover uplift
- Structured variable selection via prior-induced hierarchical penalty functions
- Robust groupwise least angle regression
- High-dimensional multivariate posterior consistency under global-local shrinkage priors
- A globally convergent algorithm for Lasso-penalized mixture of linear regression models
- On constrained estimation of graphical time series models
- Penalized composite likelihoods for inhomogeneous Gibbs point process models
- Identification of local sparsity and variable selection for varying coefficient additive hazards models
- Bayesian quantile regression using the skew exponential power distribution
- Sparse pathway-based prediction models for high-throughput molecular data
- Grouped variable importance with random forests and application to multiple functional data analysis
- A random-effect model approach for group variable selection
- On group-wise \(\ell_p\) regularization: theory and efficient algorithms
- \(l_{0}\)-norm based structural sparse least square regression for feature selection
- Instrument selection for estimation of a forward-looking Phillips curve
- A Bayesian hierarchical model for identifying significant polygenic effects while controlling for confounding and repeated measures
- Model averaging with high-dimensional dependent data
- A unified approach to error bounds for structured convex optimization problems
- Generalized Kalman smoothing: modeling and algorithms
- Estimation and variable selection for quantile partially linear single-index models
- A doubly sparse approach for group variable selection
- An adaptive partial linearization method for optimization problems on product sets
- Optimal subgradient algorithms for large-scale convex optimization in simple domains
- Sparse and low-rank matrix regularization for learning time-varying Markov networks
- Inexact proximal stochastic gradient method for convex composite optimization
- A modified proximal gradient method for a family of nonsmooth convex optimization problems
- Estimating a sparse reduction for general regression in high dimensions
- A unified formulation for generalized oilfield development optimization
- LARS-type algorithm for group Lasso
- Hierarchical sparse modeling: a choice of two group Lasso formulations
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